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ProCause: Generating Counterfactual Outcomes to Evaluate Prescriptive Process Monitoring Methods

ProCause:生成反事实结果以评估处方式流程监控方法

Prescriptive Process Monitoring (PresPM) is the subfield of Process Mining that focuses on optimizing processes through real-time interventions based on event log data. Evaluating PresPM methods is challenging due to the lack of ground-truth outcomes for all intervention actions in datasets. A generative deep learning approach from the field of Causal Inference (CI), RealCause, has been commonly used to estimate the outcomes for proposed intervention actions to evaluate a…

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Statistical Performance Guarantee for Subgroup Identification with Generic Machine Learning

通用机器学习子群识别的统计性能保证

Across a wide array of disciplines, many researchers use machine learning (ML) algorithms to identify a subgroup of individuals who are likely to benefit from a treatment the most (``exceptional responders'') or those who are harmed by it. A common approach to this subgroup identification problem consists of two steps. First, researchers estimate the conditional average treatment effect (CATE) using an ML algorithm. Next, they use the estimated CATE to select those…

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Discovering Heterogeneous Treatment Effects in Regression Discontinuity Designs

回归不连续设计中的异质性处理效应发现

The paper proposes a causal supervised machine learning algorithm to uncover treatment effect heterogeneity in sharp and fuzzy regression discontinuity (RD) designs. We develop a criterion for building an honest ``regression discontinuity tree'', where each leaf contains the RD estimate of a treatment conditional on the values of some pre-treatment covariates. It is a priori unknown which covariates are relevant for capturing treatment effect heterogeneity, and it is the…

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Causal machine learning methods and use of cross-fitting in settings with high-dimensional confounding

高维混杂下的因果机器学习方法与交叉拟合

Observational epidemiological studies commonly seek to estimate the causal effect of an exposure on an outcome. Adjustment for potential confounding bias in modern studies is challenging due to the presence of high-dimensional confounding, which occurs when there are many confounders relative to sample size or complex relationships between continuous confounders and exposure and outcome. Doubly robust methods such as Augmented Inverse Probability Weighting (AIPW) and…

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Factor Informed Double Deep Learning For Average Treatment Effect Estimation

用于平均处理效应估计的因子辅助双重深度学习

We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome models. We present the use of a Double Deep Learning strategy for estimation, which involves combining recently developed factor-augmented deep learning-based estimators, FAST-NN, for both the response functions and propensity scores to…

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Multidimensional Distributional Neural Network Output Demonstrated in Super-Resolution of Surface Wind Speed

多维分布神经网络输出及其在地表风速超分辨率中的应用

Accurate quantification of uncertainty in neural network predictions remains a central challenge for scientific applications involving high-dimensional, correlated data. While existing methods capture either aleatoric or epistemic uncertainty, few offer closed-form, multidimensional distributions that preserve spatial correlation while remaining computationally tractable. In this work, we present a framework for training neural networks with a multidimensional Gaussian loss,…

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Partial Identification of Causal Effects for Endogenous Continuous Treatments

内生连续处理因果效应的部分识别

No unmeasured confounding is a common assumption when reasoning about counterfactual outcomes, but such an assumption may not be plausible in observational studies. Sensitivity analysis is often employed to assess the robustness of causal conclusions to unmeasured confounding, but existing methods are predominantly designed for binary treatments. In this paper, we provide natural extensions of two extensively used sensitivity frameworks -- the Rosenbaum and Marginal…

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Diffusion-Driven High-Dimensional Variable Selection

扩散模型驱动的高维变量选择

Variable selection for high-dimensional, highly correlated data has long been a challenging problem, often yielding unstable and unreliable models. We propose a resample-aggregate framework that exploits diffusion models' ability to generate high-fidelity synthetic data. Specifically, we draw multiple pseudo-data sets from a diffusion model fitted to the original data, apply any off-the-shelf selector (e.g., lasso or SCAD), and store the resulting inclusion indicators and…

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Bounding Causal Effects and Counterfactuals

因果效应与反事实的界限估计

Causal inference often hinges on strong assumptions - such as no unmeasured confounding or perfect compliance - that are rarely satisfied in practice. Partial identification offers a principled alternative: instead of relying on unverifiable assumptions to estimate causal effects precisely, it derives bounds that reflect the uncertainty inherent in the data. Despite its theoretical appeal, partial identification remains underutilized in applied work, in part due to the…

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Reconstructing Subnational Labor Indicators in Colombia: An Integrated Machine and Deep Learning Approach

重建哥伦比亚地方劳动指标:机器学习与深度学习的整合方法

This study proposes a unified multi-stage framework to reconstruct consistent monthly and annual labor indicators for all 33 Colombian departments from 1993 to 2025. The approach integrates temporal disaggregation, time-series splicing and interpolation, statistical learning, and institutional covariates to estimate seven key variables: employment, unemployment, labor force participation (PEA), inactivity, working-age population (PET), total population, and informality rate,…

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On a Debiased and Semiparametric Efficient Changes-in-Changes Estimator

去偏且具有半参数效率的变化中变化估计量

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured confounding. While CiC relaxes the parallel trends assumption in difference-in-differences (DiD), existing methods typically assume a scalar unobserved confounder and monotonic outcome relationships, and lack inference tools that…

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Bayesian Double Machine Learning for Causal Inference

用于因果推断的贝叶斯双重机器学习

This paper proposes a simple, novel, and fully-Bayesian approach for causal inference in partially linear models with high-dimensional control variables. Off-the-shelf machine learning methods can introduce biases in the causal parameter known as regularization-induced confounding. To address this, we propose a Bayesian Double Machine Learning (BDML) method, which modifies a standard Bayesian multivariate regression model and recovers the causal effect of interest from the…

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Asymptotic Optimism of Random-Design Linear and Kernel Regression Models

随机设计下线性与核回归模型的渐近乐观度

We derived the closed-form asymptotic optimism of linear regression models under random designs, and generalizes it to kernel ridge regression. Using scaled asymptotic optimism as a generic predictive model complexity measure, we studied the fundamental different behaviors of linear regression model, tangent kernel (NTK) regression model and three-layer fully connected neural networks (NN). Our contribution is two-fold: we provided theoretical ground for using scaled…

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Over-Squashing in GNNs and Causal Inference of Rewiring Strategies

图神经网络的过度压缩与重连策略的因果评估

Graph neural networks (GNNs) have exhibited state-of-the-art performance across wide-range of domains such as recommender systems, material design, and drug repurposing. Yet message-passing GNNs suffer from over-squashing -- exponential compression of long-range information from distant nodes -- which limits expressivity. Rewiring techniques can ease this bottleneck; but their practical impacts are unclear due to the lack of a direct empirical over-squashing metric. We…

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Position: Causal Machine Learning Requires Rigorous Synthetic Experiments for Broader Adoption

观点:因果机器学习的广泛应用需要严格的合成实验

Causal machine learning has the potential to revolutionize decision-making by combining the predictive power of machine learning algorithms with the theory of causal inference. However, these methods remain underutilized by the broader machine learning community, in part because current empirical evaluations do not permit assessment of their reliability and robustness, undermining their practical utility. Specifically, one of the principal criticisms made by the community is…

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A Review and Classification of Model Uncertainty

模型不确定性的综述与分类

Model uncertainty is a crucial issue in statistics, econometrics and machine learning, yet its definition remains ambiguous and is subject to various interpretations in the literature. So far, there has not been a universally accepted definition of model uncertainty. We review different understandings of model uncertainty and categorize them into three distinct types: uncertainty about the true model, model selection uncertainty, and model selection instability. We further…

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LLM-based Agents for Automated Confounder Discovery and Subgroup Analysis in Causal Inference

用于因果推断中自动混杂发现与子群分析的大语言模型智能体

Estimating individualized treatment effects from observational data presents a persistent challenge due to unmeasured confounding and structural bias. Causal Machine Learning (causal ML) methods, such as causal trees and doubly robust estimators, provide tools for estimating conditional average treatment effects. These methods have limited effectiveness in complex real-world environments due to the presence of latent confounders or those described in unstructured formats.…

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Propensity score weighting across counterfactual worlds: longitudinal effects under positivity violations

跨反事实世界的倾向得分加权:正值性违背下的纵向效应

When examining a contrast between two interventions, longitudinal causal inference studies frequently encounter positivity violations when one or both regimes are impossible to observe for some subjects. Existing weighting methods either assume positivity holds or produce effects that conflate interventions' impacts on ultimate outcomes with their effects on intermediate treatments and covariates. We propose a novel class of estimands -- cumulative cross-world weighted…

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Functional Factor Regression with an Application to Electricity Price Curve Modeling

函数型因子回归及其在电价曲线建模中的应用

We propose a function-on-function linear regression model for time-dependent curve data that is consistently estimated by imposing factor structures on the regressors. An integral operator based on cross-covariances identifies two components for each functional regressor: a predictive low-dimensional component, along with associated factors that are guaranteed to be correlated with the dependent variable, and an infinite-dimensional component that has no predictive power. In…

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Peer Effect Estimation in the Presence of Simultaneous Feedback and Unobserved Confounders

同时反馈与未观测混杂下的同伴效应估计

Estimating peer causal effects within complex real-world networks such as social networks is challenging, primarily due to simultaneous feedback between peers and unobserved confounders. Existing methods either address unobserved confounders while ignoring the simultaneous feedback, or account for feedback but under restrictive linear assumptions, thus failing to obtain accurate peer effect estimation. In this paper, we propose DIG2RSI, a novel Deep learning framework which…

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Structure Maintained Representation Learning Neural Network for Causal Inference

用于因果推断的结构保持表征学习神经网络

Recent developments in causal inference have greatly shifted the interest from estimating the average treatment effect to the individual treatment effect. In this article, we improve the predictive accuracy of representation learning and adversarial networks in estimating individual treatment effects by introducing a structure keeper which maintains the correlation between the baseline covariates and their corresponding representations in the high dimensional space. We train…

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Graph-based Square-Root Estimation for Sparse Linear Regression

基于图的平方根估计用于稀疏线性回归

Sparse linear regression is one of the classic problems in the field of statistics, which has deep connections and high intersections with optimization, computation, and machine learning. To address the effective handling of high-dimensional data, the diversity of real noise, and the challenges in estimating standard deviation of the noise, we propose a novel and general graph-based square-root estimation (GSRE) model for sparse linear regression. Specifically, we use…

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Overcoming error-in-variable problem in data-driven model discovery by orthogonal distance regression

用正交距离回归解决数据驱动模型发现中的变量测量误差

Despite the recent proliferation of machine learning methods like SINDy that promise automatic discovery of governing equations from time-series data, there remain significant challenges to discovering models from noisy datasets. One reason is that the linear regression underlying these methods assumes that all noise resides in the training target (the regressand), which is the time derivative, whereas the measurement noise is in the states (the regressors). Recent methods…

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Opening the Black Box of Local Projections

打开局部投影的黑箱

Local projections (LPs) are widely used in empirical macroeconomics to estimate impulse responses to policy interventions. Yet, in many ways, they are black boxes. It is often unclear what mechanism or historical episodes drive a particular estimate. We introduce a new decomposition of LP estimates into the sum of contributions of historical events, which is the product, for each time stamp, of a weight and the realization of the response variable. In the least squares case,…

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